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Introduction to Bayesian econometrics

Greenberg, Edward - 2008 - 1. publ.

Persistent link: https://www.econbiz.de/10003476477

Introduction to Bayesian econometrics

Greenberg, Edward - 2013 - 2. ed.

Persistent link: https://www.econbiz.de/10009687843

Markov chain Monte Carlo technology

Chib, Siddhartha (contributor) - 2004

In the past fifteen years computational statistics has been enriched by a powerful, somewhat abstract method of generating variates from a target probability distribution that is based on Markov chains whose stationary distribution is the probability distribution of interest. This class of...

Persistent link: https://www.econbiz.de/10003024175

Bayesian econometrics

Chib, Siddhartha (ed.); Griffiths, William E. (ed.); … - 2008

Persistent link: https://www.econbiz.de/10003785980

Analysis of treatment response data from eligibility designs

Chib, Siddhartha; Jacobi, Liana - In: Journal of econometrics 144 (2008) 2, pp. 465-478

Persistent link: https://www.econbiz.de/10003774682

Stochastic volatility with leverage : fast and efficient likelihood inference

Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - In: Journal of econometrics 140 (2007) 2, pp. 425-449

Persistent link: https://www.econbiz.de/10003569881

Tailored randomized block MCMC methods with application to DSGE models

Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10003965375

DSGE models with student-t errors

Chib, Siddhartha; Ramamurthy, Srikanth - In: Econometric reviews 33 (2014) 1/4, pp. 152-171

Persistent link: https://www.econbiz.de/10010358321

Likelihood inference for discretely observed non-linear diffusions

Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000

Persistent link: https://www.econbiz.de/10009581671

Stochastic volatility with leverage : fast likelihood inference

Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002365024